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            <li class="nav-item" data-bs-level="1"><a href="#_1" class="nav-link">首日涨停追涨策略</a>
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            <li class="nav-item" data-bs-level="2"><a href="#1" class="nav-link">1. 策略分类和核心逻辑</a>
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            <li class="nav-item" data-bs-level="2"><a href="#2" class="nav-link">2. 选股条件</a>
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            <li class="nav-item" data-bs-level="2"><a href="#3" class="nav-link">3. 买入条件</a>
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            <li class="nav-item" data-bs-level="2"><a href="#4" class="nav-link">4. 卖出条件</a>
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            <li class="nav-item" data-bs-level="2"><a href="#5" class="nav-link">5. 无论盈亏全部卖出</a>
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            <li class="nav-item" data-bs-level="2"><a href="#6" class="nav-link">6. 涨停股除外</a>
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            <li class="nav-item" data-bs-level="2"><a href="#7" class="nav-link">7. 仓位管理</a>
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            <li class="nav-item" data-bs-level="2"><a href="#3_1" class="nav-link">3. 风控管理</a>
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            <li class="nav-item" data-bs-level="2"><a href="#4_1" class="nav-link">4. 手动实操步骤（纯人工交易版）</a>
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<h1 id="_1">首日涨停追涨策略</h1>
<h2 id="1">1. 策略分类和核心逻辑</h2>
<ul>
<li>一级分类：技术面短线策略</li>
<li>二级分类：首日涨停追涨策略</li>
<li>核心逻辑：筛选出历史上首次涨停的股票，通过严格的量价分析排除假突破，在次日开盘时择机买入，通过严格的止盈止损纪律进行短线交易，追求涨停股次日的惯性上涨收益。</li>
</ul>
<h2 id="2">2. 选股条件</h2>
<ul>
<li>选股范围：全市场A股</li>
<li>排除范围：</li>
<li>科创板、创业板、北交所股票</li>
<li>ST股、退市标签股</li>
<li>上市未满50天的新股</li>
<li>当日停牌股票</li>
<li>前两日有过涨停的股票（确保是首日涨停）
涨停股筛选标准：</li>
<li>成交活跃度：</li>
<li>总成交额：7亿-19亿元之间</li>
<li>平均成交价：不低于收盘价的96%</li>
<li>左压比：&gt; 0.9（衡量历史压力）</li>
<li>市值要求：</li>
<li>总市值：≥ 70亿元</li>
<li>流通市值：≤ 520亿元</li>
<li>形态确认：必须是首日涨停（前两日无涨停）</li>
</ul>
<h2 id="3">3. 买入条件</h2>
<ul>
<li>交易频率：每日开盘时交易</li>
<li>买入时机：次日开盘集合竞价后</li>
<li>买入规则：</li>
<li>开盘量比：≥ 3%（保持热度）</li>
<li>开盘涨幅：0% - 6%之间（不高开太多）</li>
<li>非停牌状态</li>
<li>资金分配：等分可用资金到所有符合条件的股票</li>
<li>执行方式：开盘立即执行</li>
</ul>
<h2 id="4">4. 卖出条件</h2>
<ul>
<li>上午卖出（11:25）：</li>
<li>有盈利即卖出</li>
<li>涨停股继续持有
下午卖出（14:50）：</li>
</ul>
<h2 id="5">5. 无论盈亏全部卖出</h2>
<h2 id="6">6. 涨停股除外</h2>
<ul>
<li>特殊情况：</li>
<li>涨跌停股票暂不卖出</li>
<li>不可卖出股票（如T+1限制）跳过</li>
</ul>
<h2 id="7">7. 仓位管理</h2>
<ul>
<li>持仓数量：无固定限制，按符合条件的股票数量</li>
<li>资金分配：严格的等分资金分配</li>
<li>持股周期：超短线，当日买入次日卖出</li>
<li>仓位控制：全仓运作，不留过夜现金</li>
</ul>
<h2 id="3_1">3. 风控管理</h2>
<ul>
<li>盘前风控：严格的涨停股筛选，排除假突破</li>
<li>盘中风控：双重卖出时间点，控制亏损</li>
<li>流动性风控：排除小盘股和成交不活跃股票</li>
<li>技术风控：左压比指标确保突破有效性</li>
<li>纪律风控：强制下午清仓，避免过夜风险</li>
</ul>
<h2 id="4_1">4. 手动实操步骤（纯人工交易版）</h2>
<h3 id="_2">第一步：盘前选股（前一交易日收盘后）</h3>
<ol>
<li>基础筛选：</li>
<li>获取全市场涨停股票列表</li>
<li>排除科创、创业、ST、次新、停牌股票</li>
<li>排除前两日有过涨停的股票</li>
<li>深度筛选：</li>
<li>检查总成交额在7-19亿之间</li>
<li>计算平均成交价不低于收盘价96%</li>
<li>验证左压比 &gt; 0.9</li>
<li>确认总市值 ≥ 70亿，流通市值 ≤ 520亿</li>
<li>记录符合条件的预备买入股票</li>
</ol>
<h3 id="915-925">第二步：开盘监控（次日9:15-9:25）</h3>
<ol>
<li>集合竞价分析：</li>
<li>监控预备股票的集合竞价情况</li>
<li>计算开盘量比（竞价成交量/昨日成交量）</li>
<li>记录开盘涨幅</li>
<li>排除量比 &lt; 3%或涨幅不在0%-6%的股票</li>
<li>最终确认：</li>
<li>确认股票未停牌</li>
<li>检查可用资金是否足够</li>
<li>生成最终买入名单</li>
</ol>
<h3 id="926">第三步：开盘交易（9:26）</h3>
<ol>
<li>买入执行：</li>
<li>等分资金到所有最终确认股票</li>
<li>按名单执行买入操作</li>
<li>记录买入价格和数量</li>
</ol>
<h3 id="_3">第四步：盘中监控（全天）</h3>
<ol>
<li>上午监控（11:25前）：</li>
<li>监控持仓股价格变化</li>
<li>执行有盈利的卖出操作</li>
<li>涨停股继续持有</li>
<li>下午监控（14:50前）：</li>
<li>准备强制清仓</li>
<li>除涨停股外全部卖出</li>
</ol>
<h3 id="1450">第五步：强制清仓（14:50）</h3>
<ol>
<li>清仓执行：</li>
<li>卖出所有非涨停持仓</li>
<li>无论盈亏一律卖出</li>
<li>完成当日交易</li>
</ol>
<h3 id="1600">第六步：盘后记录（16:00）</h3>
<ol>
<li>交易总结：</li>
<li>记录所有交易明细</li>
<li>分析放弃股票的表现</li>
<li>生成当日交易日志
交易纪律要点：</li>
<li>严格筛选：不放松任何选股标准</li>
<li>及时止盈：上午有盈利就卖出</li>
<li>强制止损：下午无条件清仓</li>
<li>风险控制：不过夜，不恋战</li>
<li>资金管理：等分资金，分散风险
交易成本考虑：</li>
<li>买入佣金：0.01%</li>
<li>卖出佣金：0.01%</li>
<li>印花税：0.05%</li>
<li>最低佣金：5元/笔</li>
<li>滑点：0.6%
风险提示： 该策略为超短线追涨策略，交易频率高，对交易执行要求严格。涨停股次日表现存在较大不确定性，可能面临高开低走风险。策略依赖严格的纪律执行，情绪化操作可能导致重大亏损。市场流动性变化可能影响策略效果，特别是在市场交投清淡时期。策略对数据及时性要求较高，需要确保选股数据的准确性。</li>
</ol></div>
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